Distributions of functionals of diffusions with jumps, stopped at random times

DOI10.1007/S10958-015-2297-5MaRDI QIDQ906764zbMATH OpenOpenAlexFDO

Authors A. N. Borodin

Publication date 29 January 2016

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-015-2297-5

zbMATH Keywords

diffusions with jumps

Mathematics Subject Classification ID

Diffusion processes (60J60) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cites work

• scientific article; zbMATH DE number 50113 (Why is no real title available?)
• On Distributions of Certain Wiener Functionals
• On the Distribution of the Supremum Functional for Processes with Stationary Independent Increments
• Ruin Probabilities for Levy Processes with Mixed-Exponential Negative Jumps

Cited in

(11)

• Distribution of functionals of special diffusions with jumps
• Distributions of functionals of switching diffusions with jumps
• scientific article; zbMATH DE number 5029465 (Why is no real title available?)
• Stationary distribution of mean-field stochastic functional differential equations with jumps
• Distributions of functionals of diffusions with jumps
• Distributions of functionals of bridges of diffusions with jumps
• Distributions of the location of maximuma and minimuma for diffusions with jumps
• On distributions of integral functionals of diffusions stopped at inverse range time
• Joint distributions of functionals of the telegraph process and switching diffusions
• Distributions of functionals of diffusions with jumps stopped at the location of the maximum or minimum
• scientific article; zbMATH DE number 736282 (Why is no real title available?)

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